+18.2%
ACGL vs DOC
+27.8%
-9.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.1% |
| 7D | +8.0% | +8.7% | -0.8% | +6.5% |
| 30D | +17.3% | +7.6% | +9.7% | +15.8% |
| 3M | +11.2% | -5.3% | +16.5% | +11.9% |
| 6M | +18.2% | +27.6% | -9.4% | +16.2% |
| All | +18.2% | +27.8% | -9.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling